| S/K | vol | delta | gamma | theta | vega | |
|---|---|---|---|---|---|---|
| 199 | 3.0 | 96.0 | 0.947853 | 0.000370 | -0.042073 | 31.993286 |
| 199 | 3.0 | 97.0 | 0.947125 | 0.000371 | -0.042983 | 32.347776 |
| 199 | 3.0 | 98.0 | 0.946414 | 0.000371 | -0.043888 | 32.691999 |
| 199 | 3.0 | 99.0 | 0.945721 | 0.000371 | -0.044789 | 33.026090 |
| 199 | 3.0 | 100.0 | 0.945047 | 0.000371 | -0.045685 | 33.350185 |
| S/K | vol | delta | gamma | theta | vega | |
|---|---|---|---|---|---|---|
| count | 18200.000000 | 18200.000000 | 18200.000000 | 18200.000000 | 18200.000000 | 18200.000000 |
| mean | 1.505000 | 55.000000 | 0.676558 | 0.003267 | -0.018193 | 19.947510 |
| std | 0.867489 | 26.268573 | 0.357902 | 0.004290 | 0.016748 | 15.150152 |
| min | 0.010000 | 10.000000 | 0.000000 | 0.000000 | -0.054650 | 0.000000 |
| 25% | 0.757500 | 32.000000 | 0.415846 | 0.000340 | -0.032296 | 2.674197 |
| 50% | 1.505000 | 55.000000 | 0.856314 | 0.001308 | -0.014549 | 21.895996 |
| 75% | 2.252500 | 78.000000 | 0.962427 | 0.005184 | -0.001334 | 35.004210 |
| max | 3.000000 | 100.000000 | 1.000000 | 0.040290 | -0.000000 | 39.894228 |